+47.1%
CSX vs FLUT
-63.1%
+110.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +5.0% | +2.7% |
| 7D | +0.1% | +4.2% | -4.0% | 0.0% |
| 30D | +9.7% | +8.0% | +1.7% | +9.4% |
| 3M | +2.3% | -22.1% | +24.4% | +3.0% |
| 6M | +17.1% | -21.7% | +38.8% | +17.8% |
| YTD | +44.9% | -62.0% | +106.9% | +57.1% |
| 1Y | +47.1% | -63.2% | +110.3% | +60.0% |
| All | +47.1% | -63.1% | +110.2% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling